+3,527.4%
PWR vs PRU
+785.9%
+2,741.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.4% |
| 7D | -12.9% | +2.4% | -15.3% | -14.1% |
| 30D | -22.8% | +6.1% | -29.0% | -25.3% |
| 3M | -19.0% | -0.7% | -18.3% | -19.4% |
| 6M | -31.1% | +22.1% | -53.2% | -37.7% |
| YTD | +28.3% | +9.8% | +18.5% | +20.7% |
| 1Y | +22.2% | +19.4% | +2.9% | +10.8% |
| 3Y | +222.2% | +50.4% | +171.8% | +159.3% |
| 5Y | +364.2% | +37.2% | +327.0% | +284.7% |
| 10Y | +1,864.8% | +119.5% | +1,745.3% | +1,162.8% |
| All | +3,527.4% | +785.9% | +2,741.5% | +846.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling